Package org.apache.commons.numbers.gamma
Class InverseErf
- java.lang.Object
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- org.apache.commons.numbers.gamma.InverseErf
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public final class InverseErf extends Object
Inverse of the error function.This implementation is described in the paper: Approximating the erfinv function by Mike Giles, Oxford-Man Institute of Quantitative Finance, which was published in GPU Computing Gems, volume 2, 2010. The source code is available here.
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Method Detail
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value
public static double value(double x)
Returns the inverse error function.- Parameters:
x
- Value.- Returns:
- t such that
x =
Erf.value(t)
.
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